+361.0%
ORLY vs EXEL
+375.2%
-14.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.6% |
| 7D | -2.4% | -4.9% | +2.5% | -1.8% |
| 30D | -6.8% | +11.4% | -18.2% | -7.9% |
| 3M | -4.8% | +4.9% | -9.6% | -5.4% |
| 6M | -9.1% | +34.4% | -43.5% | -12.2% |
| YTD | -5.9% | +28.0% | -33.9% | -8.8% |
| 1Y | -20.4% | +43.6% | -64.0% | -24.0% |
| 3Y | +36.6% | +155.2% | -118.6% | +20.0% |
| 5Y | +117.3% | +181.2% | -63.8% | +86.6% |
| All | +361.0% | +375.2% | -14.2% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling